Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48079.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46684.82 Kr¶

PnL: ---------------------------------------> -203.75 Kr¶

DD now: ---------------------------------> -1.131 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:05:59.780459'

Anic Portfolio¶

Today¶

Return: 1.149 %¶

This Week¶

Return: 1.149 %¶

Total¶

Return: 57.401 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.260000 2884.000000 248.000000 9.410000 2636.000010
Beijer Electronics Group 26 1.160000 3172.000000 201.000000 6.770000 2971.000006
Corem Property Group B 59 6.330000 683.810000 106.810000 18.510000 576.999999
Samhällsbyggnadsbo. i Norden B 20 6.920000 454.400000 99.400000 28.000000 355.000000
HMS Networks 2 1.400000 722.000000 49.000000 7.280000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.360000 1693.200000 39.200000 2.370000 1653.999996
Midsona B 63 3.190000 611.100000 28.100000 4.820000 582.999984
Samhällsbyggnadsbo. i Norden D 12 5.370000 273.120000 27.120000 11.020000 246.000000
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
OEM International B 7 1.960000 547.400000 19.400000 3.670000 527.999997
Intrum 4 2.330000 544.800000 17.800000 3.380000 527.000000
Coor Service Management Hold. 8 0.590000 549.200000 17.200000 3.230000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
CTEK 13 5.120000 544.440000 10.440000 1.960000 533.999999
Resurs Holding 22 -0.110000 584.320000 10.320000 1.800000 573.999998
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
AcadeMedia 12 0.560000 564.480000 7.480000 1.340000 557.000004
Essity B 2 0.560000 579.600000 5.600000 0.980000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Swedbank A 3 0.480000 563.700000 -0.300000 -0.050000 564.000000
Securitas B 6 0.720000 567.720000 -2.280000 -0.400000 570.000000
SAAB B 8 1.710000 3338.400000 -38.600000 -1.140000 3377.000000
International Petroleum Corp. 5 3.270000 537.500000 -57.070000 -9.600000 594.565215
Vivesto 1368 2.510000 546.930000 -66.070000 -10.780000 612.999432
Sampo Oyj SDB 7 0.470000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 -1.880000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.370000 3568.500000 -187.500000 -4.990000 3756.000001
Ovzon 52 1.740000 3047.200000 -314.800000 -9.360000 3361.999992
Fasadgruppen Group 35 -0.200000 3458.000000 -353.000000 -9.260000 3810.999990
TOTAL 46684.820000 -203.750000 -1.13138% 46888.564618

Updated:¶

'2023-01-16 16:06:12.645137'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶